1. The problem statement, all variables and given/known data Not exactly a homework question, but rather a section in Statistical Data Analysis: Suppose there is a pdf y(x)[/SUB] that is not completely known, but μi and Vij are known: 2. Relevant equations 3. The attempt at a solution I understand how <y(x)> ≈ y(μ), My confusion: Why does <y(x2)> 1. Imply we square everything throughout? <[y(μ) + Ʃ[∂y/∂x](xi - μi)]2> 2. give a xi and xj term? Where did the xj come from? 3. Why is it for i≠j when xi and xj are uncorrelated, the expression simplifies to σ2y ≈ Ʃ[∂y/∂x]2σ2i Where did the j go?